Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47720.79 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46326.41 Kr¶

PnL: ---------------------------------------> -562.16 Kr¶

DD now: ---------------------------------> -1.869 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:08:38.928447'

Anic Portfolio¶

Today¶

Return: 0.604 %¶

This Week¶

Return: -0.401 %¶

Total¶

Return: 56.226 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.750000 2810.500000 174.500000 6.620000 2636.000010
HMS Networks 2 17.930000 815.600000 142.600000 21.190000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
Beijer Electronics Group 26 -1.490000 3094.000000 123.000000 4.140000 2971.000006
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Corem Property Group B 59 0.290000 618.910000 41.910000 7.260000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.690000 394.700000 39.700000 11.180000 355.000000
Resurs Holding 22 0.220000 603.240000 29.240000 5.090000 573.999998
Intrum 4 4.790000 555.600000 28.600000 5.430000 527.000000
AcadeMedia 12 0.000000 585.600000 28.600000 5.130000 557.000004
SAAB B 8 -0.190000 3401.600000 24.600000 0.730000 3377.000000
Nordea Bank Abp 29 0.100000 3472.460000 18.460000 0.530000 3453.999992
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 0.620000 582.360000 12.360000 2.170000 570.000000
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Swedbank A 3 -0.780000 575.250000 11.250000 1.990000 564.000000
OEM International B 7 -0.390000 535.500000 7.500000 1.420000 527.999997
Essity A 4 3.400000 1156.000000 7.000000 0.610000 1149.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Boozt 12 -0.580000 1658.400000 4.400000 0.270000 1653.999996
Norva24 Group 16 0.000000 546.240000 3.240000 0.600000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.580000 249.120000 3.120000 1.270000 246.000000
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
Essity B 2 2.900000 575.400000 1.400000 0.240000 574.000000
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
CTEK 13 0.050000 529.360000 -4.640000 -0.870000 533.999999
Handelsbanken A 5 -0.420000 537.500000 -8.500000 -1.560000 546.000000
Midsona B 63 -0.110000 560.700000 -22.300000 -3.830000 582.999984
International Petroleum Corp. 5 0.450000 555.000000 -39.570000 -6.660000 594.565215
Vivesto 1368 4.560000 557.870000 -55.130000 -8.990000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.390000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 0.000000 1403.100000 -260.900000 -15.680000 1663.999992
Axfood 13 -2.290000 3494.400000 -261.600000 -6.960000 3756.000001
Ovzon 52 1.320000 2797.600000 -564.400000 -16.790000 3361.999992
TOTAL 46326.410000 -562.160000 -1.86943% 46888.564618

Updated:¶

'2023-01-26 09:08:52.216714'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶